Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (Q4638707)
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scientific article; zbMATH DE number 6865488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation |
scientific article; zbMATH DE number 6865488 |
Statements
Markov-switching <i><i>BILINEAR</i> − <i>GARCH</i></i> models: Structure and estimation (English)
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27 April 2018
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ARMA representation
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GMM
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Markov-switching BILINEAR-GARCH processes
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stationarity
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